Search: CPS
RBA Glossary definition for CPS
CPS – Consumer Payments Survey
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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
1 Feb 2018
RDP
2018-01
Adjacency matrices provide a convenient way to represent a core/periphery (henceforth, CP) structure. ... Specifically, the correlation estimator finds the CP split that maximises the following function:.
https://www.rba.gov.au/publications/rdp/2018/2018-01/full.html
Appendix C: The Two-step Cucuringu et al (2016) Estimator
14 Feb 2018
RDP
2018-01
For any given ranking, determining the CP split requires evaluating at most N 1 possible splits (i.e. ... However, if the global optimum is not one of the CP splits over which the second step searches, the Cucuringu et al (2016) estimator cannot find the
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-c.html
Existing Core/Periphery Estimators
14 Feb 2018
RDP
2018-01
they would all identify the ideal CP structure as being the CP structure of the network). ... Specifically, the correlation estimator finds the CP split that maximises the following function:.
https://www.rba.gov.au/publications/rdp/2018/2018-01/existing-core-periphery-estimators.html
Appendix A: The Maximum Likelihood Estimator
14 Feb 2018
RDP
2018-01
Therefore, if we ignore the components of Equation (A1) that correspond to the off-diagonal blocks, the true CP split of an ideal CP network produces the largest possible value of
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-a.html
Numerical Analysis of Core/Periphery Estimators
14 Feb 2018
RDP
2018-01
details the process for constructing simulation draws. With 40 banks, the number of potential CP splits is 2. ... error function value), it randomly chooses the estimated CP split from among these options.
https://www.rba.gov.au/publications/rdp/2018/2018-01/numerical-analysis-of-core-periphery-estimators.html
The Network Structure of the IBOC Market
14 Feb 2018
RDP
2018-01
Adjacency matrices provide a convenient way to represent a core/periphery (henceforth, CP) structure. ... The CP model can be adjusted to consider each node as having some amount of ‘coreness’.
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-network-structure-of-the-iboc-market.html
The Density-based Estimator
14 Feb 2018
RDP
2018-01
Therefore, the DB estimator is the CP split that minimises the following error function:.
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-density-based-estimator.html
The Core/Periphery Structure of the IBOC Market
14 Feb 2018
RDP
2018-01
Since the ideal CP structure only requires the off-diagonal blocks to be row and column regular, changes in the densities of these blocks (beyond some minimum density) have no effect ... In 2008:Q3, our optimisation algorithm for the DB estimator found
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-core-periphery-structure-of-the-iboc-market.html